Analysis run in : 2024-05-25 09:00
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Table Visualization¶
Out[13]:
| category | codeCOT | futures | latest | deltaW | zscore3M | zscore6M | |
|---|---|---|---|---|---|---|---|
| 0 | equities | 13874A | E-MINI S&P 500 | -49,788 | 1,706 | 0.438072 | 0.942928 |
| 1 | equities | 1170E1 | VIX FUTURES | -51,392 | -3,331 | -1.063388 | -0.800670 |
| 2 | equities | 239742 | RUSSELL E-MINI | -37,594 | -5,264 | -1.028304 | -0.648588 |
| 3 | equities | 12460+ | DJIA Consolidated | 20,437 | 4,664 | 0.957426 | 0.599390 |
| 4 | equities | 209742 | NASDAQ MINI | 7,625 | 3,691 | 0.352079 | -0.623945 |
| 5 | equities | 240741 | NIKKEI STOCK AVERAGE | -2,245 | 511 | 0.239713 | 0.533915 |
| 6 | rates | 043602 | UST 10Y NOTE | -394,801 | -7,760 | 1.780801 | 2.019350 |
| 7 | rates | 044601 | UST 5Y NOTE | -1,434,990 | -68,472 | -2.093509 | -1.568787 |
| 8 | rates | 042601 | UST 2Y NOTE | -995,838 | -27,316 | -0.758688 | 0.772247 |
| 9 | rates | 020601 | UST BOND | 24,795 | 14,377 | 1.840435 | 1.848004 |
| 10 | rates | 045601 | FED FUNDS | 55,251 | -40,673 | 0.819090 | 1.450209 |
| 11 | rates | 132741 | EURODOLLARS-3M | 0 | 0 | 0.000000 | 0.000000 |
| 12 | currencies | 098662 | USD INDEX | 3,502 | 1,091 | 1.031592 | -0.099817 |
| 13 | currencies | 097741 | JAPANESE YEN | -145,283 | -19,432 | -0.202688 | -0.931135 |
| 14 | currencies | 099741 | EURO FX | 40,974 | 23,072 | 0.377839 | -0.591004 |
| 15 | currencies | 096742 | BRITISH POUND | 3,089 | 21,981 | -0.406808 | -0.552605 |
| 16 | currencies | 232741 | AUSTRALIAN DOLLAR | -55,741 | 20,756 | 2.007727 | 0.815831 |
| 17 | currencies | 090741 | CANADIAN DOLLAR | -93,167 | -10,498 | -1.362878 | -1.744229 |
| 18 | currencies | 095741 | MEXICAN PESO | 118,092 | 5,152 | -0.083552 | 0.809138 |
| 19 | currencies | 112741 | NZ DOLLAR | -1,370 | 9,830 | 0.450288 | 0.459307 |
| 20 | currencies | 092741 | SWISS FRANC | -42,088 | 198 | -0.973179 | -1.588039 |
| 21 | commodities | 133741 | BITCOIN | -1,007 | -666 | -0.180660 | 0.534811 |
| 22 | commodities | 06765T | BRENT LAST DAY | -31,903 | -1,621 | -1.083091 | -1.179354 |
| 23 | commodities | 088691 | GOLD | 257,369 | 24,619 | 1.335636 | 1.647147 |
| 24 | commodities | 085692 | COPPER- #1 | 68,048 | 6,207 | 1.223148 | 1.810030 |
| 25 | commodities | 023651 | NAT GAS NYME | -89,929 | 27,218 | 1.986177 | 1.038276 |
| 26 | commodities | 111659 | GASOLINE RBOB | 47,124 | -1,372 | -1.505772 | -2.230275 |
| 27 | commodities | 022651 | NY HARBOR ULSD | 16,840 | 6,452 | 1.146922 | -0.244276 |
| 28 | commodities | 084691 | SILVER | 54,971 | 12 | 0.680595 | 1.301358 |
| 29 | commodities | 076651 | PLATINUM | 31,152 | 2,756 | 1.787797 | 1.996141 |
| 30 | commodities | 002602 | CORN | -55,301 | -42,444 | 1.457463 | 1.913532 |
| 31 | commodities | 005602 | SOYBEANS | -40,224 | 20,523 | 1.897343 | 0.612236 |
| 32 | commodities | 001602 | WHEAT-SRW | -19,532 | -7,876 | 1.317932 | 1.435718 |
| 33 | commodities | 001612 | WHEAT-HRW | -9,161 | -1,621 | 1.628562 | 1.961154 |
| 34 | commodities | 057642 | LIVE CATTLE | 73,035 | 5,806 | -0.287642 | 0.577206 |
| 35 | commodities | 054642 | LEAN HOGS | 59,884 | -11,843 | -1.766814 | 0.266473 |
| 36 | commodities | 080732 | SUGAR NO. 11 | -15,952 | -15,442 | -1.649704 | -1.676296 |
| 37 | commodities | 033661 | COTTON NO. 2 | -753 | -7,225 | -1.439553 | -1.160231 |
| 38 | commodities | 083731 | COFFEE C | 61,036 | 1,156 | -0.082946 | 0.592790 |
| 39 | commodities | 073732 | COCOA | 15,992 | 1,306 | -1.033933 | -1.306864 |
| 40 | commodities | 040701 | FRZN CONCENTRATED ORANGE JUICE | 4,650 | 592 | 2.402348 | 2.791516 |
Plotting plotly¶
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